+4,266.9%
STLD vs BIDU
+1,140.5%
+3,126.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.6% | -0.4% |
| 7D | -11.1% | +7.2% | -18.3% | -13.0% |
| 30D | -4.8% | -4.0% | -0.8% | -3.7% |
| 3M | -14.6% | -25.1% | +10.6% | -7.4% |
| 6M | -7.4% | -41.8% | +34.4% | +7.0% |
| YTD | +32.6% | -37.3% | +69.9% | +48.0% |
| 1Y | +47.3% | -35.6% | +82.9% | +62.1% |
| 3Y | +107.5% | -24.5% | +132.0% | +106.0% |
| 5Y | +268.8% | -48.3% | +317.1% | +272.4% |
| 10Y | +883.3% | -51.2% | +934.5% | +789.3% |
| All | +4,266.9% | +1,140.5% | +3,126.4% | +1,351.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling